Konstantin Borovkov

Journal of Applied Probability · 2002–2008

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Whom Konstantin Borovkov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Sebastian Raible
  2. Klaus Pötzelberger
  3. Dilip B Madan 5
  4. Liqun Wang
  5. Søren Asmussen
  6. Peter P. Carr
  7. Steve Drekic
  8. N. H. Bingham
  9. Gordon E. Willmot
  10. Eric C. Chang

Who trusts Konstantin Borovkov overall

  1. Antonis Papapantoleon
  2. Liqun Wang
  3. Daniel Dufresne
  4. Ernst Eberlein
  5. Klaus Pötzelberger
  6. José Garrido
  7. Manuel Morales

Papers from Konstantin Borovkov's perspective

Ordered by how strongly the researchers Konstantin Borovkov trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Variance Gamma Process and Option Pricing
  2. On the Density and Moments of the Time of Ruin with Exponential Claims (ASTIN Bulletin: The Journal of the International Actuarial Association)
  3. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
  4. Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives
  5. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
  6. Boundary crossing probability for Brownian motion (Journal of Applied Probability)
  7. Application of Generalized Hyperbolic Lévy Motions to Finance
  8. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  9. Brownian Motion and Stochastic Calculus
  10. EXPLICIT BOUNDS FOR APPROXIMATION RATES OF BOUNDARY CROSSING PROBABILITIES FOR THE WIENER PROCESS

Their papers